Apply various simple statistical measures to series of full candle ranges over user input length (in bars).
Choose between AVERAGE, MEDIAN, MODE, BIGGEST.
All calculations derive from the high-low range of a candle.
Default length = 260, the number of daily candles in a year.
MODE is calculated from pip ranges rounded to reasonable increments (to nearest 10pips...
This library was designed to create three different datasets using Bill Williams fractals. The goal is to spot trends in reversal data and ultimately use these datasets to help predict future price reversals.
First, the pivot() function is used to initialize and populate three separate arrays (high pivot , low pivot , all pivots ). Since each high/low price...
Simple Example Table for Displaying Price, RSI, Volume of multiple Tickers on selected Timeframe
Displays Price, RSI and Volume of 3 Tickers and Timeframe selected by user input
Conditional Table Cell coloring
Price color green if > than previous candle close and red if < previous candle close
RSI color green if < 30 and red if > 70 (RSI14 by default)
- Wanted to check if price movement on a particular candle for day trading is less than my target movement.
- A user can place this on chart and on the candles where the price movement is not as predicted from the open price, a red * will be placed above or below the bar
- it is best used in fixed profit scalping strategy
A library implementing a kind of "canvas" using a table where each pixel is represented by a table cell and the pixel color by the background color of each cell.
To use the library, you need to create a color matrix (represented as an array) and a canvas table.
The canvas table is the container of the canvas, and the color matrix determines...
This script was inspired by STEPN, where we should always be aware of the price change between GSTUSDT and SOLUSDT to make better profit.
We can easily compare any trading pair price from any desired exchange we want even if they don't have direct trading pair on certain exchange to monitor thier price correlation.
We can define the lower range we are prefer to...
True Bar Volume, or TB Volume, is an indicator that measures the volume against the price action that has occurred.
Volume can sometimes be miss leading as it does not necessary show whether it had an impact on the price of the underlying, as one individual (represented as one volume) who has put $100 into the underlying can impact the underlying the same as...
divergence: divergence algorithm with top and bottom kline tolerance
regular_bull(series, series, simple, simple, simple, simple, simple) regular_bull: regular bull divergence, lower low src but higher low osc
series : float src: the source series
series : float osc: the oscillator index
simple : int lbL:...
least_squares_regression: Least squares regression algorithm to find the optimal price interval for a given time period
basic_lsr(series, series, series) basic_lsr: Basic least squares regression algorithm
series : int t: time scale value array corresponding to price
series : float p: price scale...
Bond Yeild Curve
A bond yeild curve is a line that plot the interest rate of bonds of each maturity dates.
The slope of the curve give the future of economy cycle.
if the slope could be normal (positive), flat or even inverted.
This indicator aquired data of bond yeild provided by TradingView.
How to use it.
Select the country of the bond / another...
A friendly reminder to myself and rest of the traders that market can stay low for prolonged time!!
Details are pretty simple.
Here is small comparison of the stats for major US indices.
Can also be applied to stocks. Cells are highlighted in red background ii
Drawdown/Recovery is still in progress for historical stats
Contains utilities for generating moving average values including getting a moving average by name and a function for generating a Volume-Adjusted WMA.
sma(_D, _len) Simple Moving Avereage
_D : The series to measure from.
_len : The number of bars to measure with.
ema(_D, _len) Exponential Moving...
General statistics library.
erf(x) The "error function" encountered in integrating the normal
distribution (which is a normalized form of the Gaussian function).
x : The input series.
Returns: The Error Function evaluated for each element of x.
x : The input series
Some methods for the Black Scholes Options Model, which demonstrates several approaches to the valuation of a European call.
asset_path(s0, mu, sigma, t1, n) Simulates the behavior of an asset price over time.
s0 : float, asset price at...
Method for Minkowski Distance,
The Minkowski distance or Minkowski metric is a metric in a normed vector space
which can be considered as a generalization of both the Euclidean distance and
the Manhattan distance.
It is named after the German mathematician Hermann Minkowski.